Corrected random walk approximations to free boundary problems in optimal stopping (Q5426468)
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scientific article; zbMATH DE number 5210756
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| English | Corrected random walk approximations to free boundary problems in optimal stopping |
scientific article; zbMATH DE number 5210756 |
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Corrected random walk approximations to free boundary problems in optimal stopping (English)
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12 November 2007
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free boundary partial differential equation
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renewal theory
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singular stochastic control
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0.8389872908592224
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0.8340210914611816
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0.7984272241592407
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0.7942187786102295
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0.7791742086410522
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